<?xml version="1.0" encoding="utf-8" ?>
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
        == Copyright (c) 2014-2018 All rights reserved.
        == Financial Products Markup Language is subject to the FpML public license.
        == A copy of this license is available at http://www.fpml.org/license/license.html
-->
<!-- 
  == Example 13 Double Knockout Barrier FX Option
  ==              Trade Date      : 2002-01-03
  ==              Expiry Date     : 2002-03-04
  ==              Expiry Time     : 10:00
  ==              Option Buyer    : DB
  ==              Option Seller   : Party A
  ==              Double Barrier Option   : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115
  ==              Option Premium  : 192,765.35 USD (0.81% of USD)
  ==              Premium Payment: 2002-01-07
  ==              Value Date      : 2002-03-06
  ==              Business Center : New York
  ==              Reference Spot : 106
  -->
<requestConfirmation
    xmlns="http://www.fpml.org/FpML-5/confirmation"
    xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
    fpmlVersion="5-10"
    xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"
>
  <header>
    <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX109876</messageId>
    <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy>
    <sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo>
    <creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party1" />
        <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2002-01-03</tradeDate>
    </tradeHeader>
    <fxOption>
      <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType>
      <buyerPartyReference href="party2" />
      <sellerPartyReference href="party1" />
      <europeanExercise>
        <expiryDate>2002-03-04</expiryDate>
        <expiryTime>
          <hourMinuteTime>10:00:00</hourMinuteTime>
          <businessCenter>USNY</businessCenter>
        </expiryTime>
        <valueDate>2002-03-06</valueDate>
      </europeanExercise>
      <putCurrencyAmount>
        <currency>JPY</currency>
        <amount>2500000000</amount>
      </putCurrencyAmount>
      <callCurrencyAmount>
        <currency>USD</currency>
        <amount>23798191.34</amount>
      </callCurrencyAmount>
      <strike>
        <rate>105.05</rate>
        <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
      </strike>
      <spotRate>106</spotRate>
      <features>
        <barrier>
<!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. -->
          <barrierType>Knockout</barrierType>
          <direction>Down</direction>
          <quotedCurrencyPair>
            <currency1>USD</currency1>
            <currency2>JPY</currency2>
            <quoteBasis>Currency2PerCurrency1</quoteBasis>
          </quotedCurrencyPair>
          <triggerRate>102</triggerRate>
          <informationSource>
            <rateSource>Reuters</rateSource>
            <rateSourcePage>JPY=</rateSourcePage>
          </informationSource>
<!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule -->
          <observationStartDate>2002-01-03</observationStartDate>
          <observationEndDate>2002-03-04</observationEndDate>
          <observationEndTime>
            <hourMinuteTime>10:00:00</hourMinuteTime>
            <businessCenter>USNY</businessCenter>
          </observationEndTime>
        </barrier>
        <barrier>
          <barrierType>Knockout</barrierType>
          <direction>Up</direction>
          <quotedCurrencyPair>
            <currency1>USD</currency1>
            <currency2>JPY</currency2>
            <quoteBasis>Currency2PerCurrency1</quoteBasis>
          </quotedCurrencyPair>
          <triggerRate>115</triggerRate>
          <informationSource>
            <rateSource>Reuters</rateSource>
            <rateSourcePage>JPY=</rateSourcePage>
          </informationSource>
<!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule -->
          <observationStartDate>2002-01-03</observationStartDate>
          <observationEndDate>2002-03-04</observationEndDate>
          <observationEndTime>
            <hourMinuteTime>10:00:00</hourMinuteTime>
            <businessCenter>USNY</businessCenter>
          </observationEndTime>
        </barrier>
      </features>
      <premium>
<!--invalid rule fx-22:buyerPartyReference/@href must be equal to fxOptionPremiumpremium/payerPartyReference/@href and sellerPartyReference/@href must be equal to fxOptionPremiumpremium/receiverPartyReference/@href. valid values should be: payerPartyReference =party1 and receiverPartyReference = party2-->
        <payerPartyReference href="party1" />
        <receiverPartyReference href="party2" />
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2002-01-07</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
        <paymentAmount>
          <currency>USD</currency>
          <amount>192765.35</amount>
        </paymentAmount>
        <quote>
          <value>0.0081</value>
          <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
        </quote>
      </premium>
    </fxOption>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId>
  </party>
</requestConfirmation>
